Features:

- Unilateral Credit Exposure Adjustment PV (6, 7) - Bilateral Credit Exposure Adjustment PV (8, 9) - Unilateral Debt Exposure Adjustment PV (10, 11) - Bilateral Debt Exposure Adjustment PV (12, 13) - XVA Netting Funding Group Path (14, 15) - Credit Debt Group Path Array (16) - Credit Debt Group Unilateral Funding (17, 18) - Credit Debt Group Bilateral Funding (19, 20) - Funding Unilateral/Bilateral Adjustment 01 (21, 22) - Unilateral Funding Group Adjustment 01 (23, 24) - Unilateral Funding Group Adjustment Valuation (25) - Period Unilateral Funding Adjustment 01 (26, 27) - Period Bilateral Funding Adjustment 01 (28, 29) - Bilateral Funding Group Adjustment 01 (30) - Unilateral/Bilateral Spread 01 #1 (31, 32) - Unilateral/Bilateral Spread 01 #2 (33, 34) - Period Unilateral Funding Spread 01 (35, 36) - Period Bilateral Funding Spread 01 (37, 38) - Period Unilateral Funding Group Adjustment (39, 40) - Period Bilateral Funding Group Adjustment (41) - Unilateral Funding Debt Spread 01 (42, 43) - Bilateral Funding Debt Spread 01 (44, 45) - Unilateral Funding Debt Spread 01 (50, 51) - Bilateral Funding Debt Spread 01 (52, 53) - Period Unilateral Funding Debt Spread (54, 55) - Period Bilateral Funding Debt Spread (56) - Funding Group Path Unilateral Debt (57, 58) - Funding Group Path Bilateral Debt (59) - Period Unilateral Funding Debt Adjustment (60) - Period Bilateral Funding Debt Adjustment (61) - Period Unilateral Funding Value Adjustment (62) - Period Bilateral Funding Value Adjustment (63) - Funding Group Path Market Vertex (64, 65) - Symmetric Funding Spread 01 #1 (66, 67) - Symmetric Funding Spread 01 #2 (68, 69) - Symmetric Funding Spread 01 #3 (70, 71) - Symmetric Funding Spread 01 #4 (72, 73) - Funding Group Path Constructor Revamp (74, 75) - Funding Group Path Period Exposure (76, 77) - Funding Group Path Period Exposure PV (78, 79) - Mono Path Exposure Adjustment #1 (80, 81) - Mono Path Exposure Adjustment Constructor (82, 83, 84) - Albanese Andersen Funding Group Paths (85, 86) - Mono Path Exposure Adjustment #2 (87, 88, 89) - Mono Path Exposure Adjustment #3 (93, 94) - Mono Path Exposure Adjustment #4 (95, 96) - Mono Path Exposure Adjustment #5 (97, 98) - Mono Path Exposure Adjustment #6 (99, 100, 101) - Mono Path Exposure Adjustment #7 (102, 103) - Mono Path Exposure Adjustment #8 (104, 105) - Mono Path Exposure Adjustment #9 (106, 107) Bug Fixes/Clean-up: - Credit Debt Exception Trim #1 (1, 2) - Credit Debt Exception Trim #2 (3, 4, 5) - Unilateral Funding Spread 01 Fix (46, 47) - Bilateral Funding Spread 01 Fix (48, 49) - Symmetric Funding Spread 01 Fix (220, 221, 222) - Period Unilateral Funding Value 01 (223, 224, 225) - Period Bilateral Funding Value 01 (226, 227, 228) - Period Unilateral Funding Debt 01 (229, 230, 231) - Period Bilateral Funding Debt 01 (232, 233, 234) - Period Unilateral Funding Debt Adjustment (235, 236, 237) - Period Bilateral Funding Debt Adjustment (238, 239, 240) - XVA Netting Funding Path Adjustment (241, 242, 243) - XVA Credit Debt Path Adjustment (244, 245, 246) Samples: - Portfolio Group Run #1 (90, 91) - Portfolio Group Simulation #1 (92) - Fix Float VA Bank (108, 109) - Fix Float VA Counter Party (110) - Bilateral CSA Collateralized Funding (111, 112) - Bilateral CSA Collateralized Funding Stochastic (113) - Bilateral CSA Uncollateralized Funding (114) - Bilateral CSA Uncollateralized Funding Stochastic (115) - Bilateral CSA Zero Threshold Funding (116) - Bilateral CSA Zero Threshold Funding Stochastic (117) - Perfect Replication Collateralized Funding (118) - Perfect Replication Collateralized Funding Stochastic (119) - Perfect Replication Uncollateralized Funding (120) - Perfect Replication Uncollateralized Funding Stochastic (121) - Perfect Replication Zero Threshold Funding (122) - Perfect Replication Zero Threshold Funding Stochastic (123) - Semi Replication Collateralized Funding (124) - Semi Replication Collateralized Funding Stochastic (125) - Semi Replication Uncollateralized Funding (126) - Semi Replication Uncollateralized Funding Stochastic (127) - Semi Replication Zero Threshold Funding (128) - Semi Replication Zero Threshold Funding Stochastic (129) - Set Off Replication Collateralized Funding (130) - Set Off Replication Collateralized Funding Stochastic (131) - Set Off Replication Uncollateralized Funding (132) - Set Off Replication Uncollateralized Funding Stochastic (133) - Set Off Replication Zero Threshold Funding (134) - Set Off Replication Zero Threshold Funding Stochastic (135) - Unilateral CSA Collateralized Funding (136) - Unilateral CSA Collateralized Funding Stochastic (137) - Unilateral CSA Uncollateralized Funding (138) - Unilateral CSA Uncollateralized Funding Stochastic (139) - Unilateral CSA Zero Threshold Funding (140) - Unilateral CSA Zero Threshold Funding Stochastic (141) - Portfolio Group Run #2 (142) - Portfolio Group Simulation #2 (143) - Portfolio Group Aggregation Correlated (144) - Portfolio Group Aggregation Uncorrelated (145) - Portfolio Group Aggregation Deterministic (146) - Collateralized Collateral Group Clean (147) - Collateralized Collateral Group Correlated (148) - XVA Collateralized Collateral Group (149) - XVA Collateralized Collateral Group Correlated (150) - Zero Threshold Collateral Group (151) - Zero Threshold Collateral Group Correlated (152) - Funding Group Bilateral CSA (153, 154) - Funding Group Bilateral Hedge Error (155) - Funding Group Perfect Replication (156) - Funding Group Semi Replication (157) - Funding Group Set Off (158) - Funding Group Unilateral CSA (159) - CPGA Collateralized/Uncollateralized/Zero Threshold (160, 161, 162) - XVA Basel Collateralized Collateral Neutral (163) - XVA Basel Collateralized Collateral Neutral Stochastic (164) - XVA Basel Collateralized Collateral Payable (165) - XVA Basel Collateralized Collateral Payable Stochastic (166) - XVA Basel Collateralized Collateral Receivable (167) - XVA Basel Collateralized Collateral Receivable Stochastic (168) - XVA Basel Collateralized Funding Neutral (169) - XVA Basel Collateralized Funding Neutral Stochastic (170) - XVA Basel Collateralized Funding Payable (171) - XVA Basel Collateralized Funding Payable Stochastic (172) - XVA Basel Collateralized Funding Receivable (173) - XVA Basel Collateralized Funding Receivable Stochastic (174) - XVA Basel Collateralized Netting Neutral (175) - XVA Basel Collateralized Netting Neutral Stochastic (176) - XVA Basel Collateralized Netting Payable (177) - XVA Basel Collateralized Netting Payable Stochastic (178) - XVA Basel Collateralized Netting Receivable (179) - XVA Basel Collateralized Netting Receivable Stochastic (180) - XVA Basel Uncollateralized Collateral Neutral (181) - XVA Basel Uncollateralized Collateral Neutral Stochastic (182) - XVA Basel Uncollateralized Collateral Payable (183) - XVA Basel Uncollateralized Collateral Payable Stochastic (184) - XVA Basel Uncollateralized Collateral Receivable (185) - XVA Basel Uncollateralized Collateral Receivable Stochastic (186) - XVA Basel Uncollateralized Funding Neutral (187) - XVA Basel Uncollateralized Funding Neutral Stochastic (188) - XVA Basel Uncollateralized Funding Payable (189) - XVA Basel Uncollateralized Funding Payable Stochastic (190) - XVA Basel Uncollateralized Funding Receivable (191) - XVA Basel Uncollateralized Funding Receivable Stochastic (192) - XVA Basel Uncollateralized Netting Neutral (193) - XVA Basel Uncollateralized Netting Neutral Stochastic (194) - XVA Basel Uncollateralized Netting Payable (195) - XVA Basel Uncollateralized Netting Payable Stochastic (196) - XVA Basel Uncollateralized Netting Receivable (197) - XVA Basel Uncollateralized Netting Receivable Stochastic (198) - Zero Threshold Collateralized Collateral Neutral (199) - Zero Threshold Collateralized Collateral Neutral Stochastic (200) - Zero Threshold Collateralized Collateral Payable (201) - Zero Threshold Collateralized Collateral Payable Stochastic (202) - Zero Threshold Collateralized Collateral Receivable (203) - Zero Threshold Collateralized Collateral Receivable Stochastic (204) - Zero Threshold Collateralized Funding Neutral (205) - Zero Threshold Collateralized Funding Neutral Stochastic (206) - Zero Threshold Collateralized Funding Payable (207) - Zero Threshold Collateralized Funding Payable Stochastic (208) - Zero Threshold Collateralized Funding Receivable (209) - Zero Threshold Collateralized Funding Receivable Stochastic (210) - Zero Threshold Collateralized Netting Neutral (211) - Zero Threshold Collateralized Netting Neutral Stochastic (212) - Zero Threshold Collateralized Netting Payable (213) - Zero Threshold Collateralized Netting Payable Stochastic (214) - Zero Threshold Collateralized Netting Receivable (215) - Zero Threshold Collateralized Netting Receivable Stochastic (216) - XVA Dynamics Path Simulator Sweep (217, 218, 219) - Correlated Numeraire XVA Attribution (247) - Correlated Numeraire XVA Explain (248) - Correlated Numeraire XVA Greeks (249) - Correlated Numeraire XVA Replication Portfolio (250) - Burgard 2011 XVA Explain (251) - Burgard 2011 XVA Greeks (252) - Burgard 2011 XVA Market Generation (253) - Burgard 2011 XVA Replication Portfolio (254) - Counter Party Hazard High (255) - Counter Party Hazard Low (256) - Counter Party Hazard Medium (257) - Euler Trajectory Evolution Scheme (258) - Fix Float VA Bank (259, 260) - Fix Float VA Counter Party (261, 262) - Netting Portfolio Group Run (263) - Netting Portfolio Group Simulation (264) - Netting Portfolio Path Aggregation Correlated (265) - Netting Portfolio Path Aggregation Deterministic (266) - Netting Portfolio Path Aggregation Uncorrelated (267) - XVA Collateralized Collateral Group (268) - XVA Collateralized Collateral Group Correlated (269) - XVA Uncollateralized Collateral Group (270) - XVA Uncollateralized Collateral Group Correlated (271) - Zero Threshold Collateral Group (272) - Zero Threshold Collateral Group Correlated (273) - XVA Portfolio Collateral Estimate (274) - XVA Digest CPGA Collateralized (275) - XVA Digest CPGA Collateralized Correlated (276) - XVA Digest CPGA Uncollateralized (277) - XVA Digest CPGA Uncollateralized Correlated (278) - Zero Threshold CPGA Collateralized (279) - Zero Threshold CPGA Collateralized Correlated (280) - XVA Topology Book Group Layout (281) - XVA Topology Book Latent State Map (282) - Funding Group Bilateral CSA (283) - Funding Group Hedge Error (284) - Funding Group Perfect Replication (285) - Funding Group Semi Replication (286) - Funding Group Set Off (287) - Funding Group Unilateral CSA (288) - Albanese Andersen Basel Proxy (289) - Gold Plated Basel Proxy (290) - Hedge Error Basel Proxy (291) - One Way Basel Proxy (292) - Semi Replication Basel Proxy (293) - Set Off Basel Proxy (294) - Bilateral CSA Collateralized Funding (295) - Bilateral CSA Collateralized Funding Stochastic (296) - Bilateral CSA Uncollateralized Funding (297) - Bilateral CSA Uncollateralized Funding Stochastic (298) - Bilateral CSA Zero Threshold Funding (299) - Bilateral CSA Zero Threshold Funding Stochastic (300) - Perfect Replication Collateralized Funding (301) - Perfect Replication Collateralized Funding Stochastic (302) - Perfect Replication Uncollateralized Funding (303) - Perfect Replication Uncollateralized Funding Stochastic (304) - Perfect Replication Zero Threshold Funding (305) - Perfect Replication Zero Threshold Funding Stochastic (306) - Semi Replication Collateralized Funding (307) - Semi Replication Collateralized Funding Stochastic (308) - Semi Replication Uncollateralized Funding (309) - Semi Replication Uncollateralized Funding Stochastic (310) - Semi Replication Zero Threshold Funding (311) - Semi Replication Zero Threshold Funding Stochastic (312) - Set Off Collateralized Funding (313) - Set Off Collateralized Funding Stochastic (314) - Set Off Uncollateralized Funding (315) - Set Off Uncollateralized Funding Stochastic (316) - Set Off Zero Threshold Funding (317) - Set Off Zero Threshold Funding Stochastic (318) - Unilateral CSA Collateralized Funding (319) - Unilateral CSA Collateralized Funding Stochastic (320) - Unilateral CSA Uncollateralized Funding (321) - Unilateral CSA Uncollateralized Funding Stochastic (322) - Unilateral CSA Zero Threshold Funding (323) - Unilateral CSA Zero Threshold Funding Stochastic (324) - XVA Basel Collateralized Collateral Neutral (325) - XVA Basel Collateralized Collateral Neutral Stochastic (326) - XVA Basel Collateralized Collateral Payable (327) - XVA Basel Collateralized Collateral Payable Stochastic (328) - XVA Basel Collateralized Collateral Receivable (329) - XVA Basel Collateralized Collateral Receivable Stochastic (330) - XVA Basel Collateralized Funding Neutral (331) - XVA Basel Collateralized Funding Neutral Stochastic (332) - XVA Basel Collateralized Funding Payable (333) - XVA Basel Collateralized Funding Payable Stochastic (334) - XVA Basel Collateralized Funding Receivable (335) - XVA Basel Collateralized Funding Receivable Stochastic (336) - XVA Basel Collateralized Netting Neutral (337) - XVA Basel Collateralized Netting Neutral Stochastic (338) - XVA Basel Collateralized Netting Payable (339) - XVA Basel Collateralized Netting Payable Stochastic (340) - XVA Basel Collateralized Netting Receivable (341) - XVA Basel Collateralized Netting Receivable Stochastic (342) - XVA Basel Uncollateralized Collateral Neutral (343) - XVA Basel Uncollateralized Collateral Neutral Stochastic (344) - XVA Basel Uncollateralized Collateral Payable (345) - XVA Basel Uncollateralized Collateral Payable Stochastic (346) - XVA Basel Uncollateralized Collateral Receivable (347) - XVA Basel Uncollateralized Collateral Receivable Stochastic (348) - XVA Basel Uncollateralized Funding Neutral (349) - XVA Basel Uncollateralized Funding Neutral Stochastic (350) - XVA Basel Uncollateralized Funding Payable (351) - XVA Basel Uncollateralized Funding Payable Stochastic (352) - XVA Basel Uncollateralized Funding Receivable (353) - XVA Basel Uncollateralized Funding Receivable Stochastic (354) - XVA Basel Uncollateralized Netting Neutral (355) - XVA Basel Uncollateralized Netting Neutral Stochastic (356) - XVA Basel Uncollateralized Netting Payable (357) - XVA Basel Uncollateralized Netting Payable Stochastic (358) - XVA Basel Uncollateralized Netting Receivable (359) - XVA Basel Uncollateralized Netting Receivable Stochastic (360) - Zero Threshold Collateral Neutral (361) - Zero Threshold Collateral Neutral Stochastic (344) - Zero Threshold Collateral Payable (363) - Zero Threshold Collateral Payable Stochastic (364) - Zero Threshold Collateral Receivable (365) - Zero Threshold Collateral Receivable Stochastic (366) - Zero Threshold Funding Neutral (367) - Zero Threshold Funding Neutral Stochastic (368) - Zero Threshold Funding Payable (369) - Zero Threshold Funding Payable Stochastic (370) - Zero Threshold Funding Receivable (371) - Zero Threshold Funding Receivable Stochastic (372) - Zero Threshold Netting Neutral (373) - Zero Threshold Netting Neutral Stochastic (374) - Zero Threshold Netting Payable (375) - Zero Threshold Netting Payable Stochastic (376) - Zero Threshold Netting Receivable (377) - Zero Threshold Netting Receivable Stochastic (378)
lakshmiDRIP · Mar 29, 2018 · 1a32d9a · 1a32d9a
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diff --git a/AssetAllocationLibrary.html b/AssetAllocationLibrary.html
@@ -29,7 +29,7 @@ <h1>DROP</h1>
       <section>
         <p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>
 
-<p><strong>v3.36</strong>  <em>9 March 2018</em></p>
+<p><strong>v3.37</strong>  <em>28 March 2018</em></p>
 
 <p>DROP Asset Allocation Library is a component of the <a href="https://lakshmidrip.github.io/DROP/AssetAllocationModule.html">DROP Asset Allocation Module</a>. It is composed of:</p>
 

diff --git a/AssetAllocationModule.html b/AssetAllocationModule.html
@@ -29,7 +29,7 @@ <h1>DROP</h1>
       <section>
         <p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>
 
-<p><strong>v3.36</strong>  <em>9 March 2018</em></p>
+<p><strong>v3.37</strong>  <em>28 March 2018</em></p>
 
 <p>DROP Asset Allocation Module is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.</p>
 

diff --git a/AssetBackedLibrary.html b/AssetBackedLibrary.html
@@ -29,7 +29,7 @@ <h1>DROP</h1>
       <section>
         <p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>
 
-<p><strong>v3.36</strong>  <em>9 March 2018</em></p>
+<p><strong>v3.37</strong>  <em>28 March 2018</em></p>
 
 <p>DROP Asset Backed Analytics Library is a component of the <a href="https://lakshmidrip.github.io/DROP/FixedIncomeModule.html">DROP Fixed Income Module</a>. It is composed of:</p>
 

diff --git a/Docs/External/XVA/Albanese_Syrkhin_2016.pdf b/Docs/External/XVA/Albanese_Syrkhin_2016.pdf
diff --git a/Docs/External/XVA/Andersen_Pykhtin_Sokol_2016.pdf b/Docs/External/XVA/Andersen_Pykhtin_Sokol_2016.pdf
diff --git a/Docs/External/XVA/Andersen_Pykhtin_Sokol_2017.pdf b/Docs/External/XVA/Andersen_Pykhtin_Sokol_2017.pdf
diff --git a/Docs/Internal/XVA/XVAAnalytics_v3.38.pdf b/Docs/Internal/XVA/XVAAnalytics_v3.38.pdf
diff --git a/FixedIncomeLibrary.html b/FixedIncomeLibrary.html
@@ -29,7 +29,7 @@ <h1>DROP</h1>
       <section>
         <p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>
 
-<p><strong>v3.36</strong>  <em>9 March 2018</em></p>
+<p><strong>v3.37</strong>  <em>28 March 2018</em></p>
 
 <p>DROP Fixed Income Analytics Library is a component of the <a href="https://lakshmidrip.github.io/DROP/FixedIncomeModule.html">DROP Fixed Income Module</a>. It is composed of:</p>
 

diff --git a/FixedIncomeModule.html b/FixedIncomeModule.html
@@ -29,7 +29,7 @@ <h1>DROP</h1>
       <section>
         <p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>
 
-<p><strong>v3.36</strong>  <em>9 March 2018</em></p>
+<p><strong>v3.37</strong>  <em>28 March 2018</em></p>
 
 <p>DROP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.</p>
 

diff --git a/Javadoc/allclasses-frame.html b/Javadoc/allclasses-frame.html
@@ -2,9 +2,9 @@
 <!-- NewPage -->
 <html lang="en">
 <head>
-<!-- Generated by javadoc (1.8.0_112) on Thu Mar 08 22:11:50 EST 2018 -->
+<!-- Generated by javadoc (1.8.0_112) on Wed Mar 28 19:21:22 EDT 2018 -->
 <title>All Classes</title>
-<meta name="date" content="2018-03-08">
+<meta name="date" content="2018-03-28">
 <link rel="stylesheet" type="text/css" href="stylesheet.css" title="Style">
 <script type="text/javascript" src="script.js"></script>
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@@ -22,6 +22,8 @@ <h1 class="bar">All&nbsp;Classes</h1>
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 <li><a href="org/drip/sample/almgren2012/AdaptiveZeroInitialTradeRate.html" title="class in org.drip.sample.almgren2012" target="classFrame">AdaptiveZeroInitialTradeRate</a></li>
+<li><a href="org/drip/xva/topology/Adiabat.html" title="class in org.drip.xva.topology" target="classFrame">Adiabat</a></li>
+<li><a href="org/drip/xva/topology/AdiabatMarketParams.html" title="class in org.drip.xva.topology" target="classFrame">AdiabatMarketParams</a></li>
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 <li><a href="org/drip/analytics/output/BondWorkoutMeasures.html" title="class in org.drip.analytics.output" target="classFrame">BondWorkoutMeasures</a></li>
-<li><a href="org/drip/xva/topology/BookGraph.html" title="class in org.drip.xva.topology" target="classFrame">BookGraph</a></li>
 <li><a href="org/drip/sample/xvatopology/BookGroupLayout.html" title="class in org.drip.sample.xvatopology" target="classFrame">BookGroupLayout</a></li>
 <li><a href="org/drip/sample/xvatopology/BookLatentStateMap.html" title="class in org.drip.sample.xvatopology" target="classFrame">BookLatentStateMap</a></li>
-<li><a href="org/drip/xva/topology/BookMarketParams.html" title="class in org.drip.xva.topology" target="classFrame">BookMarketParams</a></li>
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 <li><a href="org/drip/spline/stretch/BoundarySettings.html" title="class in org.drip.spline.stretch" target="classFrame">BoundarySettings</a></li>
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@@ -940,8 +940,8 @@ <h1 class="bar">All&nbsp;Classes</h1>
 <li><a href="org/drip/spline/bspline/ExponentialTensionRightHat.html" title="class in org.drip.spline.bspline" target="classFrame">ExponentialTensionRightHat</a></li>
 <li><a href="org/drip/spline/bspline/ExponentialTensionRightRaw.html" title="class in org.drip.spline.bspline" target="classFrame">ExponentialTensionRightRaw</a></li>
 <li><a href="org/drip/spline/basis/ExponentialTensionSetParams.html" title="class in org.drip.spline.basis" target="classFrame">ExponentialTensionSetParams</a></li>
-<li><a href="org/drip/xva/cpty/ExposureAdjustmentAggregator.html" title="class in org.drip.xva.cpty" target="classFrame">ExposureAdjustmentAggregator</a></li>
-<li><a href="org/drip/xva/cpty/ExposureAdjustmentDigest.html" title="class in org.drip.xva.cpty" target="classFrame">ExposureAdjustmentDigest</a></li>
+<li><a href="org/drip/xva/gross/ExposureAdjustmentAggregator.html" title="class in org.drip.xva.gross" target="classFrame">ExposureAdjustmentAggregator</a></li>
+<li><a href="org/drip/xva/gross/ExposureAdjustmentDigest.html" title="class in org.drip.xva.gross" target="classFrame">ExposureAdjustmentDigest</a></li>
 <li><a href="org/drip/sample/bondeos/Ezhou.html" title="class in org.drip.sample.bondeos" target="classFrame">Ezhou</a></li>
 <li><a href="org/drip/portfolioconstruction/core/Factor.html" title="class in org.drip.portfolioconstruction.core" target="classFrame">Factor</a></li>
 <li><a href="org/drip/sample/bondeos/Faridabad.html" title="class in org.drip.sample.bondeos" target="classFrame">Faridabad</a></li>
@@ -1195,7 +1195,7 @@ <h1 class="bar">All&nbsp;Classes</h1>
 <li><a href="org/drip/pricer/option/Greeks.html" title="class in org.drip.pricer.option" target="classFrame">Greeks</a></li>
 <li><a href="org/drip/execution/principal/GrossProfitEstimator.html" title="class in org.drip.execution.principal" target="classFrame">GrossProfitEstimator</a></li>
 <li><a href="org/drip/execution/principal/GrossProfitExpectation.html" title="class in org.drip.execution.principal" target="classFrame">GrossProfitExpectation</a></li>
-<li><a href="org/drip/xva/cpty/GroupPathExposureAdjustment.html" title="class in org.drip.xva.cpty" target="classFrame">GroupPathExposureAdjustment</a></li>
+<li><a href="org/drip/xva/gross/GroupPathExposureAdjustment.html" title="class in org.drip.xva.gross" target="classFrame">GroupPathExposureAdjustment</a></li>
 <li><a href="org/drip/sample/treasurypnl/GSWISSBenchmarkAttribution.html" title="class in org.drip.sample.treasurypnl" target="classFrame">GSWISSBenchmarkAttribution</a></li>
 <li><a href="org/drip/sample/treasuryfeed/GSWISSReconstitutor.html" title="class in org.drip.sample.treasuryfeed" target="classFrame">GSWISSReconstitutor</a></li>
 <li><a href="org/drip/sample/bondeos/Guangzhou.html" title="class in org.drip.sample.bondeos" target="classFrame">Guangzhou</a></li>
@@ -1648,7 +1648,7 @@ <h1 class="bar">All&nbsp;Classes</h1>
 <li><a href="org/drip/sample/bondsink/MiraBhayander.html" title="class in org.drip.sample.bondsink" target="classFrame">MiraBhayander</a></li>
 <li><a href="org/drip/analytics/holset/MIXHoliday.html" title="class in org.drip.analytics.holset" target="classFrame">MIXHoliday</a></li>
 <li><a href="org/drip/analytics/holset/MKDHoliday.html" title="class in org.drip.analytics.holset" target="classFrame">MKDHoliday</a></li>
-<li><a href="org/drip/xva/cpty/MonoPathExposureAdjustment.html" title="class in org.drip.xva.cpty" target="classFrame">MonoPathExposureAdjustment</a></li>
+<li><a href="org/drip/xva/gross/MonoPathExposureAdjustment.html" title="class in org.drip.xva.gross" target="classFrame">MonoPathExposureAdjustment</a></li>
 <li><a href="org/drip/spline/pchip/MonotoneConvexHaganWest.html" title="class in org.drip.spline.pchip" target="classFrame">MonotoneConvexHaganWest</a></li>
 <li><a href="org/drip/spline/segment/Monotonocity.html" title="class in org.drip.spline.segment" target="classFrame">Monotonocity</a></li>
 <li><a href="org/drip/assetbacked/borrower/MonthlyGrossIncome.html" title="class in org.drip.assetbacked.borrower" target="classFrame">MonthlyGrossIncome</a></li>
@@ -1888,7 +1888,7 @@ <h1 class="bar">All&nbsp;Classes</h1>
 <li><a href="org/drip/execution/impact/ParticipationRatePower.html" title="class in org.drip.execution.impact" target="classFrame">ParticipationRatePower</a></li>
 <li><a href="org/drip/sample/govviemc/PathDateForwardCurves.html" title="class in org.drip.sample.govviemc" target="classFrame">PathDateForwardCurves</a></li>
 <li><a href="org/drip/sample/govviemc/PathExerciseIndicator.html" title="class in org.drip.sample.govviemc" target="classFrame">PathExerciseIndicator</a></li>
-<li><a href="org/drip/xva/cpty/PathExposureAdjustment.html" title="interface in org.drip.xva.cpty" target="classFrame"><span class="interfaceName">PathExposureAdjustment</span></a></li>
+<li><a href="org/drip/xva/gross/PathExposureAdjustment.html" title="interface in org.drip.xva.gross" target="classFrame"><span class="interfaceName">PathExposureAdjustment</span></a></li>
 <li><a href="org/drip/sample/govviemc/PathForwardPrice.html" title="class in org.drip.sample.govviemc" target="classFrame">PathForwardPrice</a></li>
 <li><a href="org/drip/sample/govviemc/PathForwardRealization.html" title="class in org.drip.sample.govviemc" target="classFrame">PathForwardRealization</a></li>
 <li><a href="org/drip/state/sequence/PathGovvie.html" title="class in org.drip.state.sequence" target="classFrame">PathGovvie</a></li>
@@ -2128,7 +2128,7 @@ <h1 class="bar">All&nbsp;Classes</h1>
 <li><a href="org/drip/learning/regularization/RegularizerRdToR1.html" title="interface in org.drip.learning.regularization" target="classFrame"><span class="interfaceName">RegularizerRdToR1</span></a></li>
 <li><a href="org/drip/sample/bond/RelativeValueMeasuresGeneration.html" title="class in org.drip.sample.bond" target="classFrame">RelativeValueMeasuresGeneration</a></li>
 <li><a href="org/drip/xva/derivative/ReplicationPortfolioVertex.html" title="class in org.drip.xva.derivative" target="classFrame">ReplicationPortfolioVertex</a></li>
-<li><a href="org/drip/xva/derivative/ReplicationPortfolioVertexBank.html" title="class in org.drip.xva.derivative" target="classFrame">ReplicationPortfolioVertexBank</a></li>
+<li><a href="org/drip/xva/derivative/ReplicationPortfolioVertexDealer.html" title="class in org.drip.xva.derivative" target="classFrame">ReplicationPortfolioVertexDealer</a></li>
 <li><a href="org/drip/sample/securitysuite/Repo.html" title="class in org.drip.sample.securitysuite" target="classFrame">Repo</a></li>
 <li><a href="org/drip/state/repo/RepoCurve.html" title="class in org.drip.state.repo" target="classFrame">RepoCurve</a></li>
 <li><a href="org/drip/state/repo/RepoEstimator.html" title="interface in org.drip.state.repo" target="classFrame"><span class="interfaceName">RepoEstimator</span></a></li>